1 citations · 1 across the 4 of their papers we have counts for
5 papers
Finite elements for the space approximation of a differential model for salts crystallization
Alessandra Aimi, Gabriella Bretti, Giulia Di Credico +3
This article investigates a space-time differential model related to the degradation of stone artifacts caused by exposure to air and atmospheric agents, which specifically lead to…
A space-time adaptive boundary element method for the wave equation
Alessandra Aimi, Giulia Di Credico, Heiko Gimperlein +1
This article initiates the study of space-time adaptive mesh refinements for time-dependent boundary element formulations of wave equations. Based on error indicators of residual t…
Short-rate models with stochastic discontinuities: a PDE approach
Alessandro Calvia, Marzia De Donno, Chiara Guardasoni +1
With the reform of interest rate benchmarks, interbank offered rates (IBORs) like LIBOR have been replaced by risk-free rates (RFRs), such as the Secured Overnight Financing Rate (…
Adaptive time-domain boundary element methods for the wave equation with Neumann boundary conditions
Alessandra Aimi, Giulia Di Credico, Heiko Gimperlein +1
This article investigates adaptive mesh refinement procedures for the time-domain wave equation with Neumann boundary conditions, formulated as an equivalent hypersingular boundary…
Fast Barrier Option Pricing by the COS BEM Method in Heston Model
A. Aimi, C. Guardasoni, L. Ortiz-Gracia +1
In this work, the Fourier-cosine series (COS) method has been combined with the Boundary Element Method (BEM) for a fast evaluation of barrier option prices. After a description of…